How has being a voidborn affected Nero's identity over the course of his life? Does he feel like an outcast because of it, or does he feel a kinship with other voidborn? Or does he not really care at all?

Do you have any interesting bits of headcanon about Saimarith's education as an Incubus?

Nero’s whole personality was shaped by being a voidborn. Having spent only the first five or six years of his life among who were born in the void, he adopted their strange habits and traits, which stayed with him as he grew up. These include staring at something or somebody for a long time without blinking, humming a tune while rocking himself when he feels stressed or scared, talking to himself and so on.

His body and mind are not accustomed to gravity. Every time he steps on a planet, he experiences fatigue, backache, nausea and mental distress, among other unpleasant symptoms. Another problem with being on a planet is the sun, as his skin is highly susceptible to it.

Deep down, he feels like an outcast among Imperium citizens who were born on solid ground and have no issue living on a planet. He doesn’t give it much thought, though. Nero just unconsciously seeks out a company of other voidborns like himself. He understands their nature better and finds them more attractive.

My headcanon about Saimarith’s usual training, or at least one of the usual training activities in his shrine:
Surrounded by green flames and statues of Khaine, Saimarith and the other incubi, including acolytes, fight each other until Klaivex orders them to stop. Those who survive the training burn the bodies of their fallen brothers and sisters in a ceremonial pit as an offering to Khaine. Afterwards, they meditate.